Class information for:
Level 1: SPURIOUS REGRESSION//INTEGRATED TIME SERIES//FUNCTIONAL COEFFICIENTS

Basic class information

Class id #P Avg. number of
references
Database coverage
of references
31011 160 26.5 56%



Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes

The table includes all classes above and classes immediately below the current class.



Cluster id Level Cluster label #P
9 4 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE//COMPUTER SCIENCE, INFORMATION SYSTEMS 1247339
34 3       STATISTICS & PROBABILITY//STAT//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 105938
189 2             STATISTICS & PROBABILITY//NONPARAMETRIC REGRESSION//ANNALS OF STATISTICS 21720
31011 1                   SPURIOUS REGRESSION//INTEGRATED TIME SERIES//FUNCTIONAL COEFFICIENTS 160

Terms with highest relevance score



rank Term termType Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 SPURIOUS REGRESSION authKW 1211699 13% 32% 20
2 INTEGRATED TIME SERIES authKW 954225 6% 50% 10
3 FUNCTIONAL COEFFICIENTS authKW 610709 3% 80% 4
4 DUAL CONVERGENCE RATES authKW 572541 2% 100% 3
5 NONLINEAR COINTEGRATION authKW 498652 6% 29% 9
6 NONPARAMETRIC KERNEL ESTIMATORS authKW 429404 2% 75% 3
7 BETA NULL RECURRENT MARKOV CHAIN authKW 381694 1% 100% 2
8 NONSTATIONARY TIME SERIES MODELS authKW 381694 1% 100% 2
9 STATIONARY AR1 PROCESSES authKW 381694 1% 100% 2
10 TRENDING MECHANISM authKW 381694 1% 100% 2

Web of Science journal categories



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 Social Sciences, Mathematical Methods 33232 56% 0% 90
2 Mathematics, Interdisciplinary Applications 7832 50% 0% 80
3 Economics 7402 73% 0% 116
4 Statistics & Probability 6616 49% 0% 79
5 International Relations 77 3% 0% 5
6 Business, Finance 38 3% 0% 4
7 Social Sciences, Interdisciplinary 15 2% 0% 3
8 Psychology, Multidisciplinary 6 2% 0% 3
9 Urban Studies 4 1% 0% 1
10 Psychology, Educational 2 1% 0% 1

Address terms



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 SUSTAINABIL SCI MUST 190847 1% 100% 1
2 HSBC 95422 1% 50% 1
3 TEPPER 256 63614 1% 33% 1
4 COWLES FDN ECON 43750 4% 4% 6
5 BANK GREECE 38168 1% 20% 1
6 COWLES FDN 33590 3% 4% 5
7 ECON FINANZAS 31804 1% 8% 2
8 DIRECC GEN INVEST ECON 30532 1% 8% 2
9 ESCUELA ECON 24622 1% 6% 2
10 UCEA 21203 1% 11% 1

Journals



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 ECONOMETRIC THEORY 190924 23% 3% 36
2 JOURNAL OF ECONOMETRICS 44989 18% 1% 29
3 ECONOMETRIC REVIEWS 17927 4% 2% 6
4 ECONOMETRICS JOURNAL 10706 3% 1% 4
5 ECONOMICS LETTERS 4469 9% 0% 15
6 GLOBALIZATIONS 3934 2% 1% 3
7 STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 3819 2% 1% 3
8 ACTA NEUROPSYCHIATRICA 2029 2% 0% 3
9 ANNALS OF STATISTICS 1742 4% 0% 6
10 OXFORD BULLETIN OF ECONOMICS AND STATISTICS 1400 2% 0% 3

Author Key Words



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
LCSH search Wikipedia search
1 SPURIOUS REGRESSION 1211699 13% 32% 20 Search SPURIOUS+REGRESSION Search SPURIOUS+REGRESSION
2 INTEGRATED TIME SERIES 954225 6% 50% 10 Search INTEGRATED+TIME+SERIES Search INTEGRATED+TIME+SERIES
3 FUNCTIONAL COEFFICIENTS 610709 3% 80% 4 Search FUNCTIONAL+COEFFICIENTS Search FUNCTIONAL+COEFFICIENTS
4 DUAL CONVERGENCE RATES 572541 2% 100% 3 Search DUAL+CONVERGENCE+RATES Search DUAL+CONVERGENCE+RATES
5 NONLINEAR COINTEGRATION 498652 6% 29% 9 Search NONLINEAR+COINTEGRATION Search NONLINEAR+COINTEGRATION
6 NONPARAMETRIC KERNEL ESTIMATORS 429404 2% 75% 3 Search NONPARAMETRIC+KERNEL+ESTIMATORS Search NONPARAMETRIC+KERNEL+ESTIMATORS
7 BETA NULL RECURRENT MARKOV CHAIN 381694 1% 100% 2 Search BETA+NULL+RECURRENT+MARKOV+CHAIN Search BETA+NULL+RECURRENT+MARKOV+CHAIN
8 NONSTATIONARY TIME SERIES MODELS 381694 1% 100% 2 Search NONSTATIONARY+TIME+SERIES+MODELS Search NONSTATIONARY+TIME+SERIES+MODELS
9 STATIONARY AR1 PROCESSES 381694 1% 100% 2 Search STATIONARY+AR1+PROCESSES Search STATIONARY+AR1+PROCESSES
10 TRENDING MECHANISM 381694 1% 100% 2 Search TRENDING+MECHANISM Search TRENDING+MECHANISM

Core articles

The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.



Rank Reference # ref.
in cl.
Shr. of ref. in
cl.
Citations
1 PARK, JY , (2014) NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS'S CONTRIBUTIONS WITH A NEW PERSPECTIVE.ECONOMETRIC THEORY. VOL. 30. ISSUE 4. P. 894 -922 28 55% 1
2 CHEN, J , GAO, JT , LI, DG , LIN, ZY , (2015) SPECIFICATION TESTING IN NONSTATIONARY TIME SERIES MODELS.ECONOMETRICS JOURNAL. VOL. 18. ISSUE 1. P. 117 -136 18 67% 0
3 CHAN, N , WANG, QY , (2014) UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA.ECONOMETRIC THEORY. VOL. 30. ISSUE 5. P. 1110 -1133 16 73% 1
4 WANG, QY , (2014) MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION.ECONOMETRIC THEORY. VOL. 30. ISSUE 3. P. 509 -535 16 70% 2
5 WANG, QY , WANG, YXR , (2013) NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS.ECONOMETRIC THEORY. VOL. 29. ISSUE 1. P. 1-27 17 65% 2
6 WANG, QY , CHAN, N , (2014) UNIFORM CONVERGENCE RATES FOR A CLASS OF MARTINGALES WITH APPLICATION IN NON-LINEAR COINTEGRATING REGRESSION.BERNOULLI. VOL. 20. ISSUE 1. P. 207-230 15 65% 1
7 WANG, QY , PHILLIPS, PCB , (2012) A SPECIFICATION TEST FOR NONLINEAR NONSTATIONARY MODELS.ANNALS OF STATISTICS. VOL. 40. ISSUE 2. P. 727-758 17 57% 10
8 GAO, JT , PHILLIPS, PCB , (2013) SEMIPARAMETRIC ESTIMATION IN TRIANGULAR SYSTEM EQUATIONS WITH NONSTATIONARITY.JOURNAL OF ECONOMETRICS. VOL. 176. ISSUE 1. P. 59-79 16 59% 1
9 KASPARIS, I , PHILLIPS, PCB , MAGDALINOS, T , (2014) NONLINEARITY INDUCED WEAK INSTRUMENTATION.ECONOMETRIC REVIEWS. VOL. 33. ISSUE 5-6. P. 676 -712 12 75% 0
10 LI, DG , PHILLIPS, PCB , GAO, JT , (2016) UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION.ECONOMETRIC THEORY. VOL. 32. ISSUE 3. P. 655 -685 15 56% 0

Classes with closest relation at Level 1



Rank Class id link
1 56 PURCHASING POWER PARITY//UNIT ROOT//UNIT ROOT TEST
2 37524 CASE BASED DECISION THEORY//EMPIRICAL SIMILARITY//CASE BASED DECISIONS
3 4070 EMPIRICAL LIKELIHOOD//PARTIALLY LINEAR MODEL//VARYING COEFFICIENT MODEL
4 12978 CONDITIONAL MODE//NONPARAMETRIC REGRESSION ESTIMATION//BAHADUR EXACT SLOPE
5 10894 SMOOTH TEST//LACK OF FIT TEST//CONSISTENT TEST
6 5121 LONG MEMORY//FRACTIONAL INTEGRATION//LONG RANGE DEPENDENCE
7 31895 FLEXIBLE LEAST SQUARES//COEFFICIENT DRIVER//ALGORITHMIC TRADING SYSTEM
8 10493 LOCAL TIME//INTERSECTION LOCAL TIME//SELF INTERSECTION LOCAL TIME
9 20360 NONLINEAR TIME SERIES//BILINEAR MODEL//ARRANGED AUTOREGRESSION
10 26814 INFLATION TARGETING//COUNCIL SCI TECHNOL DEV CNPQ//MONETARY POLICY STRATEGY

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